平均场博弈(mean field game) The New Big Fish Called Mean-Field Game Theory 原文链接 http://www.science4all.org/article/mean-field-games/www.science4all.org/article/mean-field-games/ 主要内容 在经典博弈论中,它对附近其他鱼类的行为做出反应。这是非常复杂的,因为不同的鱼类之间会有大量的相互...
平均场博弈论(Mean-field Games)简介 (Mean-Field Games)研究的是大量对象之间的博弈,探索在一个竞争的环境中,对象如何选择最优的决策。例如股市里大量根据其他用户行为交易股票的股民,海里游动的鱼群,在世界杯现场看足球赛的观众等。目前,平均场博弈论在经济、金融、机器学习等方面都有应用。那什么是平均场呢?平...
Mean field game (MFG) theory studies the existence of Nash equilibria, together with the individual strategies which generate them, in games involving a large number of asymptotically negligible agents modeled by controlled stochastic dynamical systems. This is achieved by exploiting the relationship ...
Mean field game (MFG) theory studies the existence of Nash equilibria, together with the individual strategies which generate them, in games involving a large number of asymptotically negligible agents modeled by controlled stochastic dynamical systems. This is achieved by exploiting the relationship betw...
In this paper, we study a class of risk-sensitive mean-field stochastic differential games. We show that under appropriate regularity conditions, the mean-field value of the stochastic differential game with exponentiated integral cost functional coi...Automatic Control, IEEE Transactions onTembine, ...
“rationalplayers”withalimitedinformation(orvisibility)onthe“game”.Eachplayerchooses hisoptimalstrategyinviewoftheglobal(ormacroscopic)informationsthatareavailableto himandthatresultfromtheactionsofallplayers.Inthethreeexampleswementionhere,we deriveamean-fieldproblemwhichconsistsinnonlineardifferentialequations...
余翔(香港理工大学)AMean Field GameApproach to Equilibrium Consumption under External Hab是近期报告的第5集视频,该合集共计12集,视频收藏或关注UP主,及时了解更多相关视频内容。
we consider the setting of a dynamic game with uncertain market demand, and under the constraint of finite supplies (or exhaustible resources). The continuum game is characterized by a coupled system of partial differential equations: a backward Hamilton–Jacobi–Bellman partial differential equation (...
33 Gradient estimate of HJB and its applications in Graphon Mean Field Game 46:51 Graphon games within the framework of Fubini extensions 58:35 Learning to control networked-coupled subsystems with unknown dynamics 30:54 Linear quadratic evacuation mean-field game models with negative definite ...
This model is a finite-state space mean-field game where the evolution and the cost function of the individual players depend not only on the actions taken, but also on the po... J Doncel,N Gast,B Gaujal 被引量: 21发表: 2016年 Stationary Mean Field Games systems defined on networks ...